But they failed to win the League Cup, losing to Tottenham in the quarter-finals.

"We know that during the season, with injuries and the amount of games you have to play, it is very difficult," added Pellegrini, whose side are one point behind Premier League leaders Arsenal with 17 games remaining.

"That's why nobody has done it before. But I think we must have the mentality to try to do it.

"But we're not thinking of winning the four competitions, we are just thinking of winning the FA Cup tie against Blackburn.

"Then on Saturday we will try and beat Cardiff in the league.

"There are going to be five or six teams fighting for the Premier League until the end."

The 60-year-old Chilean arrived from Malaga to replace
Roberto Mancini, who was sacked
the previous month after City failed to win a major trophy during the 2012-13 campaign.

Pellegrini insists he is taking the FA Cup seriously, with Argentina forward
Sergio Aguero returning to the squad
for Wednesday's replay with Blackburn after being out since 14 December with a calf injury.

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